| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,662.00 |
15,600.00 |
-62.00 |
-0.4% |
15,419.00 |
| High |
15,680.00 |
15,667.25 |
-12.75 |
-0.1% |
15,686.00 |
| Low |
15,515.00 |
15,538.25 |
23.25 |
0.1% |
15,409.25 |
| Close |
15,611.00 |
15,550.75 |
-60.25 |
-0.4% |
15,640.75 |
| Range |
165.00 |
129.00 |
-36.00 |
-21.8% |
276.75 |
| ATR |
157.46 |
155.43 |
-2.03 |
-1.3% |
0.00 |
| Volume |
16,150 |
51,083 |
34,933 |
216.3% |
11,156 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,972.50 |
15,890.50 |
15,621.75 |
|
| R3 |
15,843.50 |
15,761.50 |
15,586.25 |
|
| R2 |
15,714.50 |
15,714.50 |
15,574.50 |
|
| R1 |
15,632.50 |
15,632.50 |
15,562.50 |
15,609.00 |
| PP |
15,585.50 |
15,585.50 |
15,585.50 |
15,573.50 |
| S1 |
15,503.50 |
15,503.50 |
15,539.00 |
15,480.00 |
| S2 |
15,456.50 |
15,456.50 |
15,527.00 |
|
| S3 |
15,327.50 |
15,374.50 |
15,515.25 |
|
| S4 |
15,198.50 |
15,245.50 |
15,479.75 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,409.00 |
16,301.50 |
15,793.00 |
|
| R3 |
16,132.25 |
16,024.75 |
15,716.75 |
|
| R2 |
15,855.50 |
15,855.50 |
15,691.50 |
|
| R1 |
15,748.00 |
15,748.00 |
15,666.00 |
15,801.75 |
| PP |
15,578.75 |
15,578.75 |
15,578.75 |
15,605.50 |
| S1 |
15,471.25 |
15,471.25 |
15,615.50 |
15,525.00 |
| S2 |
15,302.00 |
15,302.00 |
15,590.00 |
|
| S3 |
15,025.25 |
15,194.50 |
15,564.75 |
|
| S4 |
14,748.50 |
14,917.75 |
15,488.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,702.25 |
15,515.00 |
187.25 |
1.2% |
129.75 |
0.8% |
19% |
False |
False |
15,969 |
| 10 |
15,702.25 |
15,245.75 |
456.50 |
2.9% |
140.00 |
0.9% |
67% |
False |
False |
8,735 |
| 20 |
15,702.25 |
14,699.00 |
1,003.25 |
6.5% |
161.00 |
1.0% |
85% |
False |
False |
4,910 |
| 40 |
15,702.25 |
14,437.00 |
1,265.25 |
8.1% |
169.00 |
1.1% |
88% |
False |
False |
2,907 |
| 60 |
15,702.25 |
13,823.50 |
1,878.75 |
12.1% |
169.75 |
1.1% |
92% |
False |
False |
2,127 |
| 80 |
15,702.25 |
12,941.50 |
2,760.75 |
17.8% |
170.00 |
1.1% |
95% |
False |
False |
1,615 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.0% |
181.50 |
1.2% |
95% |
False |
False |
1,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,215.50 |
|
2.618 |
16,005.00 |
|
1.618 |
15,876.00 |
|
1.000 |
15,796.25 |
|
0.618 |
15,747.00 |
|
HIGH |
15,667.25 |
|
0.618 |
15,618.00 |
|
0.500 |
15,602.75 |
|
0.382 |
15,587.50 |
|
LOW |
15,538.25 |
|
0.618 |
15,458.50 |
|
1.000 |
15,409.25 |
|
1.618 |
15,329.50 |
|
2.618 |
15,200.50 |
|
4.250 |
14,990.00 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,602.75 |
15,608.50 |
| PP |
15,585.50 |
15,589.25 |
| S1 |
15,568.00 |
15,570.00 |
|